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feat: add asynchronous decentralized bayesian optimization

Open be-marc opened this issue 9 months ago • 4 comments

be-marc avatar Apr 29 '24 07:04 be-marc

  • [ ] think about introducing async loop function that would allow OptmizerAdbo to behave similar as OptimizerMbo
  • [ ] If not moving forward with async loop function, maybe still allow OptimizerAdbo to be configured w.r.t surrogate and acquisition function optimizer.
  • [ ] Note that update logic w.r.t missing values was dropped in #146 and should be moved to OptimizerAdbo or async loop functions directly

sumny avatar Jun 21 '24 14:06 sumny

  • the Surrogate learner code was already slightly underdocumented, the PR adds even more code here. It is not documented at all what this does. I think this is for imputing points which are currently under evaluation. I am not sure if we should mix that in.... at the very least this needs to be documented and commented

berndbischl avatar Aug 18 '24 10:08 berndbischl

  • the SurrogateLearner is now tightly coupled with rush, and its imputation for async optim. I think this is not good design. Inherit from SL, create SLAsync. only do the impute there, don't touch the existing class.

  • we have to handle failed stated. but MBO should ALREADY cover that? just use the same mechanism.

  • we might slightly change the impute mechanism. we could a) sample between min/max b) instead of mean provide a "quantile value" which is constantly used (e.g. 0.5 would always use median). in any case, a reference should be provided?

berndbischl avatar Aug 18 '24 10:08 berndbischl

  • make the interface of ADBO more "similar" to OptimizerMBO. the SL should be passable as a generic model.
  • there are quite a few option for eps decay. is that now also in general handable in MBO? we should pass in an ACQF

berndbischl avatar Aug 18 '24 11:08 berndbischl